+1,225.5%
COP vs AXON
+61,473.8%
-60,248.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -18.2% | +18.8% | +2.6% |
| 7D | -11.5% | -26.8% | +15.3% | -8.6% |
| 30D | +5.0% | -22.9% | +27.9% | +7.7% |
| 3M | +17.5% | -40.1% | +57.6% | +23.4% |
| 6M | +16.2% | -18.9% | +35.1% | +16.5% |
| YTD | +48.8% | -44.9% | +93.7% | +54.6% |
| 1Y | +64.1% | -46.7% | +110.8% | +71.0% |
| 3Y | +25.7% | +44.3% | -18.7% | +12.4% |
| 5Y | +114.4% | +71.4% | +43.0% | +82.9% |
| 10Y | +331.7% | +1,324.0% | -992.4% | +171.9% |
| All | +1,225.5% | +61,473.8% | -60,248.3% | +495.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling